Petra Andrlikova

The University of Sydney

PhD student

University of Sydney

Sydney, NC NSW 2006

Australia

SCHOLARLY PAPERS

2

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93

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0

Scholarly Papers (2)

1.

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 25 Feb 2018
Jamie Alcock and Petra Andrlikova
The University of Sydney Business School and The University of Sydney

Abstract:

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REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj

2.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
The University of Sydney Business School, The University of Sydney, University of Sydney - Discipline of Finance, University of Sydney Business School, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
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Abstract:

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Asset Price bubbles, Markets